Continuous-Time Linear Models by John Cochrane

Continuous-Time Linear Models

Foundations and Trends(r) in Finance

John Cochrane

72 pages missing pub info (editions)

nonfiction business economics medium-paced

Description

Discrete-time linear ARMA processes and lag operator notation are convenient for lots of calculations. Continuous-time representations often simplify economic models, and can handle interesting nonlinearities as well. But standard treatments of co...

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